Questions tagged [private-equity]

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1answer
40 views

References on cashflow modelling for private equity

I would like to build a model to predict capital calls and distributions of a private equity fund. The first question is: does any of you can address me towards the state of art for it? also machine ...
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0answers
25 views

Funds Performance - Size Weighted (Negative Numbers)

I need to calculate the weighted median, average, sd of PE funds' returns. I weighted the sample according to the amount of committed capital of a fund, but I should consider negative products to ...
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0answers
30 views

Can someone explain how the evaluation and execution through to post-acquisition portfolio management?

I am looking into Private Equity. As the topic says. I'm trying to understand the process behind the evaluation and execution through to post (and pre? if there is some) acquisition portfolio ...
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4answers
108 views

How is it that price to book of a bank can fluctuate so wildly?

I'm still trying to wrap my head around the fact that in 2017, the price to books for European banks fluctuated wildly ranging from well above 2 to well below 0.5. Of course, a British bank doing well ...
1
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0answers
45 views

Concept of return for assets which don't have a well defined price

Much of financial theory seems to assume that assets have a price, for example the concepts of return or volatility. Is there any way to operationalize these concepts for assets which don't have a ...
2
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1answer
76 views

How to calculate performance of a private equity investment?

Say an investment fund puts \$1 million into private equity investment in 3 installments (\$500k, \$250k, \$250k). You're given a data table which shows the date, contributions (\$500k, \$250k, \$...
1
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1answer
59 views

Pension funds co-investing with private equity?

Not a quant question, but not suited for Money stack exchange... I've heard rumblings of a trend of pension funds co-investing with private equity and was curious as to the reasoning of that strategy ...
2
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1answer
189 views

Convert Geometric Direct Alpha PME to Arithmetic Excess IRR (PME Alpha / Implied Private Premium)

As a followup to this old question, Private Equity: Direct Alpha vs Excess IRR, I have a new one. In automating PME calculations, the Direct Alpha (DA) approach is computationally simpler and ...
-1
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1answer
88 views

Capital call VS Capital Commitment [closed]

I would like to understand the difference between capital call and capital commitment and needs to know the importance of these items in portfolio management
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0answers
687 views

What is credit risk in a private equity portfolio?

If I am a private equity fund manager (e.g I have a portfolio consisting of direct private equity investments), what does credit risk mean in a practical sense for me? The usual issuer credit risk ...
4
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2answers
175 views

What are the quantitative approaches to quantify credit risk for Private Equity and Real Estate?

What are some quantitative approaches to estimating credit risk for investments that aren't publicly traded, such as private equity and direct real estate? I'm particularly interested in estimating ...